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£125.00

Hardback

This item is printed to order. Items which are printed to order are normally despatched and charged within 5-10 days.

Published: 07 December 2006

480 Pages | numerous tables, line drawings and mathematical examples

246x171mm

ISBN: 9780199285662


Also Available As:

Ebook


Bookseller Code (AQ)

The Cointegrated VAR Model

Methodology and Applications

Katarina Juselius

Advanced Texts in Econometrics

  • Initially uses a single data set to guide the reader through the econometric theory while also revealing the full implications for the underlying economic model
  • Suggests a new framework for building a bridge between observed macroeconomic reality and the economic models
  • Provides an analysis of I(2) models
  • Concludes with the introduction of two new data sets to combine readers understanding of econometric theory and economic models, with economic reality

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